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GE Short-Term Government R (GEGRX)
On
Dec 28
:
11.57
0.01
(0.09%)
MORE ON GEGRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GEGRX
Category
Alpha (against Standard Index)
0.69
1.19
Beta (against Standard Index)
0.27
0.36
Mean Annual Return
4.10
0.41
R-squared (against Standard Index)
47
48.79
Standard Deviation
1.59
2.18
Sharpe Ratio
1.09
N/A
Treynor Ratio
6.72
N/A
5 Years
Statistic
GEGRX
Category
Alpha (against Standard Index)
-0.19
0.08
Beta (against Standard Index)
0.28
0.38
Mean Annual Return
3.49
0.33
R-squared (against Standard Index)
49
53.07
Standard Deviation
1.37
1.90
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.81
N/A
10 Years
Statistic
GEGRX
Category
Alpha (against Standard Index)
-0.10
-0.10
Beta (against Standard Index)
0.32
0.48
Mean Annual Return
3.96
0.37
R-squared (against Standard Index)
60
65.12
Standard Deviation
1.62
2.29
Sharpe Ratio
0.64
N/A
Treynor Ratio
3.21
N/A
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